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Estimation of long memory in the presence of a smooth nonparametric trend
Hurvich, Clifford M.; Lang, Gabriel; Soulier, Philippe - In: Journal of the American Statistical Association : JASA 100 (2005) 471, pp. 853-871
Persistent link: https://www.econbiz.de/10003107722
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On the correlation matriox of the discrete fourier transform and the fast solution of large toeplitz systems for long-memory time series
Chen, Willa W.; Hurvich, Clifford M.; Lu, Yi - In: Journal of the American Statistical Association : JASA 101 (2006) 474, pp. 812-822
Persistent link: https://www.econbiz.de/10003334776
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Modeling Long-Range Dependence, Nonlinearity, and Periodic Phenomena in Sea Surface Temperatures Using TSMARS
Lewis, Peter A.W.; Ray, Bonnie K. - In: Journal of the American Statistical Association : JASA 92 (1997) 439, pp. 881-893
Persistent link: https://www.econbiz.de/10006630216
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Theory and Methods - Semiparametric Estimation of Multivariate Fractional Cointegration
Chen, Willa W.; Hurvich, Clifford M. - In: Journal of the American Statistical Association : JASA 98 (2003) 463, pp. 629-642
Persistent link: https://www.econbiz.de/10006612041
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Theory and Methods - On The Correlation Matrix Of The Discrete Fourier Transform And The Fast Solution Of Large Toeplitz Systems For Long-Memory Time Series
Chen, Willa W.; Hurvich, Clifford M.; Lu, Yi - In: Journal of the American Statistical Association : JASA 101 (2006) 474, pp. 812-822
Persistent link: https://www.econbiz.de/10007268828